Search results for: Predictive DTC
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 288

Search results for: Predictive DTC

138 A Novel Low Power Digitally Controlled Oscillator with Improved linear Operating Range

Authors: Nasser Erfani Majd, Mojtaba Lotfizad

Abstract:

In this paper, an ultra low power and low jitter 12bit CMOS digitally controlled oscillator (DCO) design is presented. Based on a ring oscillator implemented with low power Schmitt trigger based inverters. Simulation of the proposed DCO using 32nm CMOS Predictive Transistor Model (PTM) achieves controllable frequency range of 550MHz~830MHz with a wide linearity and high resolution. Monte Carlo simulation demonstrates that the time-period jitter due to random power supply fluctuation is under 31ps and the power consumption is 0.5677mW at 750MHz with 1.2V power supply and 0.53-ps resolution. The proposed DCO has a good robustness to voltage and temperature variations and better linearity comparing to the conventional design.

Keywords: digitally controlled oscillator (DCO), low power, jitter; good linearity, robust

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137 Effect of Body Size and Condition Factor on Whole Body Composition of Hybrid (Catla catla ♂x Labeo rohita ♀) from Pakistan

Authors: Muhammad Naeem, Abdus Salam, Muhammad Asghar Bashir, Abir Ishtiaq, Qurat-ul-Ane Gillani and Asma Salam

Abstract:

In the present study, 49 Hybrid (Catla catla ♂ x Labeo rohita ♀) were sampled from Al-Raheem Fish Hatchery, Village Ali Pure Shamali, Jhang Road, 18 Km from Muzaffar Garh using a cast net and Live fishes were transported to research laboratory. Mean percentage for water found 79.13 %, ash 6.58 %, fat 2.22 % and protein content 12.06 % in whole wet body weight. It was observed that body constituents were found increasing in the same proportion with an increase in body weight while significant proportional increase was observed with total length. However, condition factor remained insignificant (P>0.05) with body constituents.

Keywords: Hybrid fish, Body composition, Condition factor, Predictive equations

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136 Aquatic Modeling: An Interplay between Scales

Authors: Christina G. Siontorou

Abstract:

This paper presents an integrated knowledge-based approach to multi-scale modeling of aquatic systems, with a view to enhancing predictive power and aiding environmental management and policy-making. The basic phases of this approach have been exemplified in the case of a bay in Saronicos Gulf (Attiki, Greece). The results showed a significant problem with rising phytoplankton blooms linked to excessive microbial growth, arisen mostly due to increased nitrogen inflows; therefore, the nitrification/denitrification processes of the benthic and water column sub-systems have provided the quality variables to be monitored for assessing environmental status. It is thereby demonstrated that the proposed approach facilitates modeling choices and implementation option decisions, while it provides substantial support for knowledge and experience capitalization in long-term water management.

Keywords: Aquatic ecosystem, integrated modeling, multi-scale modeling, ontological platform.

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135 Motion Control of an Autonomous Surface Vessel for Enhanced Situational Awareness

Authors: Igor Astrov, Mikhail Pikkov, Rein Paluoja

Abstract:

This paper focuses on the critical components of the situational awareness (SA), the controls of position and orientation of an autonomous surface vessel (ASV). Moving of vessel into desired area in particular sea is a challenging but important task for ASVs to achieve high level of autonomy under adverse conditions. With the SA strategy, the approach motion by neural control of an initial stage of an ASV trajectory using neural network predictive controller and the circular motion by control of yaw moment in the final stage of trajectory were proposed. This control system has been demonstrated and evaluated by simulation of maritime maneuvers using software package Simulink. From the simulation results it can be seen that the fast SA of similar ASVs with economy in energy can be asserted during the maritime missions in search-and-rescue operations.

Keywords: Autonomous surface vessels, neurocontrollers, situational awareness.

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134 The Effects of Asymmetric Bracing on Steel Structures under Seismic Loads

Authors: Mahmoud Miri, Soleiman Maramaee

Abstract:

Because of architectural condition and structure application, sometimes mass source and stiffness source are not coincidence, and the structure is irregular. The structure is also might be asymmetric as an asymmetric bracing in plan which leads to unbalance distribution of stiffness or because of unbalance distribution of the mass. Both condition lead to eccentricity and torsion in the structure. The deficiency of ordinary code to evaluate the performance of steel structures against earthquake has been caused designing based on performance level or capacity spectrum be used. By using the mentioned methods it is possible to design a structure that its behavior against different earthquakes be predictive. In this article 5- story buildings with different percentage of asymmetric which is because of stiffness changes have been designed. The static and dynamic nonlinear analysis under three acceleration recording has been done. Finally performance level of the structure has been evaluated.

Keywords: Seismic analysis, torsion, asymmetric, irregular building, stiffness source.

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133 A Text Classification Approach Based on Natural Language Processing and Machine Learning Techniques

Authors: Rim Messaoudi, Nogaye-Gueye Gning, François Azelart

Abstract:

Automatic text classification applies mostly natural language processing (NLP) and other artificial intelligence (AI)-guided techniques to automatically classify text in a faster and more accurate manner. This paper discusses the subject of using predictive maintenance to manage incident tickets inside the sociality. It focuses on proposing a tool that treats and analyses comments and notes written by administrators after resolving an incident ticket. The goal here is to increase the quality of these comments. Additionally, this tool is based on NLP and machine learning techniques to realize the textual analytics of the extracted data. This approach was tested using real data taken from the French National Railways (SNCF) company and was given a high-quality result.

Keywords: Machine learning, text classification, NLP techniques, semantic representation.

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132 Asymmetric and Kind of Bracing Effects on Steel Frames Under Earthquake Loads

Authors: Mahmoud Miri, Soliman Maramaee

Abstract:

Because of architectural condition and structure application, sometimes mass source and stiffness source are not coincidence, and the structure is irregular. The structure is also might be asymmetric as an asymmetric bracing in plan which leads to unbalance distribution of stiffness or because of unbalance distribution of the mass. Both condition lead to eccentricity and torsion in the structure. The deficiency of ordinary code to evaluate the performance of steel structures against earthquake has been caused designing based on performance level or capacity spectrum be used. By using the mentioned methods it is possible to design a structure that its behavior against different earthquakes be predictive. In this article 5- story buildings with different percentage of asymmetric which is because of stiffness changes and kind of bracing (x and chevron bracing) have been designed. The static and dynamic nonlinear analysis under three acceleration recording has been done. Finally performance level of the structure has been evaluated.

Keywords: Asymmetric, irregular, seismic analysis, torsion.

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131 On Bayesian Analysis of Failure Rate under Topp Leone Distribution using Complete and Censored Samples

Authors: N. Feroze, M. Aslam

Abstract:

The article is concerned with analysis of failure rate (shape parameter) under the Topp Leone distribution using a Bayesian framework. Different loss functions and a couple of noninformative priors have been assumed for posterior estimation. The posterior predictive distributions have also been derived. A simulation study has been carried to compare the performance of different estimators. A real life example has been used to illustrate the applicability of the results obtained. The findings of the study suggest  that the precautionary loss function based on Jeffreys prior and singly type II censored samples can effectively be employed to obtain the Bayes estimate of the failure rate under Topp Leone distribution.

Keywords: loss functions, type II censoring, posterior distribution, Bayes estimators.

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130 PredictionSCMS: The Implementation of an AI-Powered Supply Chain Management System

Authors: Ioannis Andrianakis, Vasileios Gkatas, Nikos Eleftheriadis, Alexios Ellinidis, Ermioni Avramidou

Abstract:

The paper discusses the main aspects involved in the development of a supply chain management system using the developed PredictionSCMS software as a basis for the discussion. The discussion is focused on three topics: the first is demand forecasting, where we present the predictive algorithms implemented and discuss related concepts such as the calculation of the safety stock, the effect of out-of-stock days etc. The second topic concerns the design of a supply chain, where the core parameters involved in the process are given, together with a methodology of incorporating these parameters in a meaningful order creation strategy. Finally, the paper discusses some critical events that can happen during the operation of a supply chain management system and how the developed software notifies the end user about their occurrence.

Keywords: Demand forecasting, machine learning, risk management, supply chain design.

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129 Pathogen Removal Under the Influence of Iron

Authors: Umapriya.R., S.Shrihari

Abstract:

Drinking water is one of the most valuable resources available to mankind. The presence of pathogens in drinking water is highly undesirable. Because of the Lateritic soil, the iron concentrations were high in ground water. High concentration of iron and other trace elements could restrict bacterial growth and modify their metabolic pattern as well. The bacterial growth rate reduced in the presence of iron in water. This paper presents the results of a controlled laboratory study conducted to assess the inhibition of micro-organism (pathogen) in well waters in the presence of dissolved iron concentrations. Synthetic samples were studied in the laboratory and the results compared with field samples. Predictive model for microbial inhibition in the presence of iron is presented. It was seen that the bore wells, open wells and the field results varied, probably due to the nature of micro-organism utilizing the iron in well waters.

Keywords: Disinfection, Disinfectant, Iron, Laterite.

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128 Development of a Rating Scale for Elementary EFL Writing

Authors: Mohammed S. Assiri

Abstract:

In EFL programs, rating scales used in writing assessment are often constructed by intuition. Intuition-based scales tend to provide inaccurate and divisive ratings of learners’ writing performance. Hence, following an empirical approach, this study attempted to develop a rating scale for elementary-level writing at an EFL program in Saudi Arabia. Towards this goal, 98 students’ essays were scored and then coded using comprehensive taxonomy of writing constructs and their measures. An automatic linear modeling was run to find out which measures would best predict essay scores. A nonparametric ANOVA, the Kruskal-Wallis test, was then used to determine which measures could best differentiate among scoring levels. Findings indicated that there were certain measures that could serve as either good predictors of essay scores or differentiators among scoring levels, or both. The main conclusion was that a rating scale can be empirically developed using predictive and discriminative statistical tests.

Keywords: Analytic scoring, rating scales, writing assessment, writing performance.

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127 An ANN-Based Predictive Model for Diagnosis and Forecasting of Hypertension

Authors: O. O. Obe, V. Balanica, E. Neagoe

Abstract:

The effects of hypertension are often lethal thus its early detection and prevention is very important for everybody. In this paper, a neural network (NN) model was developed and trained based on a dataset of hypertension causative parameters in order to forecast the likelihood of occurrence of hypertension in patients. Our research goal was to analyze the potential of the presented NN to predict, for a period of time, the risk of hypertension or the risk of developing this disease for patients that are or not currently hypertensive. The results of the analysis for a given patient can support doctors in taking pro-active measures for averting the occurrence of hypertension such as recommendations regarding the patient behavior in order to lower his hypertension risk. Moreover, the paper envisages a set of three example scenarios in order to determine the age when the patient becomes hypertensive, i.e. determine the threshold for hypertensive age, to analyze what happens if the threshold hypertensive age is set to a certain age and the weight of the patient if being varied, and, to set the ideal weight for the patient and analyze what happens with the threshold of hypertensive age.

Keywords: Neural Network, hypertension, data set, training set, supervised learning.

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126 Hybrid Method Using Wavelets and Predictive Method for Compression of Speech Signal

Authors: Karima Siham Aoubid, Mohamed Boulemden

Abstract:

The development of the signal compression algorithms is having compressive progress. These algorithms are continuously improved by new tools and aim to reduce, an average, the number of bits necessary to the signal representation by means of minimizing the reconstruction error. The following article proposes the compression of Arabic speech signal by a hybrid method combining the wavelet transform and the linear prediction. The adopted approach rests, on one hand, on the original signal decomposition by ways of analysis filters, which is followed by the compression stage, and on the other hand, on the application of the order 5, as well as, the compression signal coefficients. The aim of this approach is the estimation of the predicted error, which will be coded and transmitted. The decoding operation is then used to reconstitute the original signal. Thus, the adequate choice of the bench of filters is useful to the transform in necessary to increase the compression rate and induce an impercevable distortion from an auditive point of view.

Keywords: Compression, linear prediction analysis, multiresolution analysis, speech signal.

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125 Tourists, on Marine Sport Tourism Attraction, Travel Experiences and Perceived Values

Authors: Hsiao-Ming Chang, Jui-Liang Hsu

Abstract:

The purpose of this study is to analyze the cognitive and travel experience the situation of the tourist attraction of the sport tourism in Penghu. This study used a questionnaires, the main island of Taiwan to Penghu in the way of marine sports tourists adopted the designated convenience sampling method, a total of 1447 valid questionnaires. After statistical analysis, this study found that: 1. Tourists to Penghu sports tourism attraction cognitive as “good air quality, suitable for water activities". 2. Tourists in Penghu's tourism experience, “Let me taste the delicious specialties and snacks". 3. The attraction of the sport tourism, travel experience and perceived value are correlated, and both the perceived value with a high degree of predictive ability. Based on the findings of this study not only for Penghu's tourism industry with the unit in charge of the proposed operating and suggestions for future research to other researchers.

Keywords: Sport tourism, travel experience, perceived value, sport attraction.

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124 An Empirical Investigation of Big Data Analytics: The Financial Performance of Users versus Vendors

Authors: Evisa Mitrou, Nicholas Tsitsianis, Supriya Shinde

Abstract:

In the age of digitisation and globalisation, businesses have shifted online and are investing in big data analytics (BDA) to respond to changing market conditions and sustain their performance. Our study shifts the focus from the adoption of BDA to the impact of BDA on financial performance. We explore the financial performance of both BDA-vendors (business-to-business) and BDA-clients (business-to-customer). We distinguish between the five BDA-technologies (big-data-as-a-service (BDaaS), descriptive, diagnostic, predictive, and prescriptive analytics) and discuss them individually. Further, we use four perspectives (internal business process, learning and growth, customer, and finance) and discuss the significance of how each of the five BDA-technologies affect the performance measures of these four perspectives. We also present the analysis of employee engagement, average turnover, average net income, and average net assets for BDA-clients and BDA-vendors. Our study also explores the effect of the COVID-19 pandemic on business continuity for both BDA-vendors and BDA-clients.

Keywords: BDA-clients, BDA-vendors, big data analytics, financial performance.

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123 Teaching Strategies and Prejudice Toward Immigrant and Disabled Students

Authors: M. Pellerone, S. G. Razza, L. Miano, A. Miccichè, M. Adamo

Abstract:

The teacher’s attitude plays a decisive role in promoting the development of the non-native or disabled student and counteracting hypothetical negative attitudes and prejudice towards those who are “different”. The objective of the present research is to measure the relationship between teachers’ prejudices towards disabled and/or immigrant students as predictors of teaching-learning strategies. A cross-sectional study involved 200 Italian female teachers who completed an anamnestic questionnaire, the Assessment Teaching Scale, the Italian Modern and Classical Prejudices Scale towards people with intellectual disability (ID), and the Pettigrew and Meertens’ Blatant Subtle Prejudice Scale. Confirming research hypotheses, data underline the predictive role of prejudice on teaching strategies, and in particular on the socio-emotional and communicative-relational dimensions. Results underline that general training appears necessary, especially for younger generations of teachers.

Keywords: Disabled students, Immigrant students, instructional competence, prejudice, teachers.

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122 Redefining the Croatian Economic Sentiment Indicator

Authors: I. Lolic, P. Soric, M. Cizmesija

Abstract:

Based on Business and Consumer Survey (BCS) data, the European Commission (EC) regularly publishes the monthly Economic Sentiment Indicator (ESI) for each EU member state. ESI is conceptualized as a leading indicator, aimed ad tracking the overall economic activity. In calculating ESI, the EC employs arbitrarily chosen weights on 15 BCS response balances. This paper raises the predictive quality of ESI by applying nonlinear programming to find such weights that maximize the correlation coefficient of ESI and year-on-year GDP growth. The obtained results show that the highest weights are assigned to the response balances of industrial sector questions, followed by questions from the retail trade sector. This comes as no surprise since the existing literature shows that the industrial production is a plausible proxy for the overall Croatian economic activity and since Croatian GDP is largely influenced by the aggregate personal consumption.

Keywords: Business and Consumer Survey, Economic Sentiment Indicator, Leading Indicator, Nonlinear Optimization with Constraints.

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121 Neural Network-Based Control Strategies Applied to a Fed-Batch Crystallization Process

Authors: P. Georgieva, S. Feyo de Azevedo

Abstract:

This paper is focused on issues of process modeling and two model based control strategies of a fed-batch sugar crystallization process applying the concept of artificial neural networks (ANNs). The control objective is to force the operation into following optimal supersaturation trajectory. It is achieved by manipulating the feed flow rate of sugar liquor/syrup, considered as the control input. The control task is rather challenging due to the strong nonlinearity of the process dynamics and variations in the crystallization kinetics. Two control alternatives are considered – model predictive control (MPC) and feedback linearizing control (FLC). Adequate ANN process models are first built as part of the controller structures. MPC algorithm outperforms the FLC approach with respect to satisfactory reference tracking and smooth control action. However, the MPC is computationally much more involved since it requires an online numerical optimization, while for the FLC an analytical control solution was determined.

Keywords: artificial neural networks, nonlinear model control, process identification, crystallization process

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120 Discriminant Analysis as a Function of Predictive Learning to Select Evolutionary Algorithms in Intelligent Transportation System

Authors: Jorge A. Ruiz-Vanoye, Ocotlán Díaz-Parra, Alejandro Fuentes-Penna, Daniel Vélez-Díaz, Edith Olaco García

Abstract:

In this paper, we present the use of the discriminant analysis to select evolutionary algorithms that better solve instances of the vehicle routing problem with time windows. We use indicators as independent variables to obtain the classification criteria, and the best algorithm from the generic genetic algorithm (GA), random search (RS), steady-state genetic algorithm (SSGA), and sexual genetic algorithm (SXGA) as the dependent variable for the classification. The discriminant classification was trained with classic instances of the vehicle routing problem with time windows obtained from the Solomon benchmark. We obtained a classification of the discriminant analysis of 66.7%.

Keywords: Intelligent transportation systems, data-mining techniques, evolutionary algorithms, discriminant analysis, machine learning.

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119 Assessing Habitat-Suitability Models with a Virtual Species at Khao Nan National Park, Thailand

Authors: W. Srisang, K. Jaroensutasinee, M. Jaroensutasinee

Abstract:

This study examined a habitat-suitability assessment method namely the Ecological Niche Factor Analysis (ENFA). A virtual species was created and then dispatched in a geographic information system model of a real landscape in three historic scenarios: (1) spreading, (2) equilibrium, and (3) overabundance. In each scenario, the virtual species was sampled and these simulated data sets were used as inputs for the ENFA to reconstruct the habitat suitability model. The 'equilibrium' scenario gives the highest quantity and quality among three scenarios. ENFA was sensitive to the distribution scenarios but not sensitive to sample sizes. The use of a virtual species proved to be a very efficient method, allowing one to fully control the quality of the input data as well as to accurately evaluate the predictive power of the analyses.

Keywords: Habitat-Suitability Models, Ecological niche factoranalysis, Climatic factors, Geographic information system.

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118 A Survey on Lossless Compression of Bayer Color Filter Array Images

Authors: Alina Trifan, António J. R. Neves

Abstract:

Although most digital cameras acquire images in a raw format, based on a Color Filter Array that arranges RGB color filters on a square grid of photosensors, most image compression techniques do not use the raw data; instead, they use the rgb result of an interpolation algorithm of the raw data. This approach is inefficient and by performing a lossless compression of the raw data, followed by pixel interpolation, digital cameras could be more power efficient and provide images with increased resolution given that the interpolation step could be shifted to an external processing unit. In this paper, we conduct a survey on the use of lossless compression algorithms with raw Bayer images. Moreover, in order to reduce the effect of the transition between colors that increase the entropy of the raw Bayer image, we split the image into three new images corresponding to each channel (red, green and blue) and we study the same compression algorithms applied to each one individually. This simple pre-processing stage allows an improvement of more than 15% in predictive based methods.

Keywords: Bayer images, CFA, losseless compression, image coding standards.

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117 Flow and Heat Transfer Mechanism Analysis in Outward Convex Asymmetrical Corrugated Tubes

Authors: Huaizhi Han, Bingxi Li, Yurong He, Rushan Bie, Zhao Wu

Abstract:

The flow and heat transfer mechanism in convex corrugated tubes have been investigated through numerical simulations in this paper. Two kinds of tube types named as symmetric corrugated tube (SCT) and asymmetric corrugated tube (ACT) are modeled and studied numerically based on the RST model. The predictive capability of RST model is examined in the corrugation wall in order to check the reliability of RST model under the corrugation wall condition. We propose a comparison between the RST modelling the corrugation wall with existing direct numerical simulation of Maaß C and Schumann U [14]. The numerical results pressure coefficient at different profiles between RST and DNS are well matched. The influences of large corrugation tough radii to heat transfer and flow characteristic had been considered. Flow and heat transfer comparison between SCT and ACT had been discussed. The numerical results show that ACT exhibits higher overall heat transfer performance than SCT.

Keywords: Asymmetric corrugated tube, RST, DNS, flow and heat transfer mechanism.

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116 Modeling of Compaction Curves for Corn Cob Ash-Cement Stabilized Lateritic Soils

Authors: O. A. Apampa, Y. A. Jimoh, K. A. Olonade

Abstract:

The need to save time and cost of soil testing at the planning stage of road work has necessitated developing predictive models. This study proposes a model for predicting the dry density of lateritic soils stabilized with corn cob ash (CCA) and blended cement - CCA. Lateritic soil was first stabilized with CCA at 1.5, 3.0, 4.5 and 6% of the weight of soil and then stabilized with the same proportions as replacement for cement. Dry density, specific gravity, maximum degree of saturation and moisture content were determined for each stabilized soil specimen, following standard procedure. Polynomial equations containing alpha and beta parameters for CCA and blended CCA-cement were developed. Experimental values were correlated with the values predicted from the Matlab curve fitting tool, and the Solver function of Microsoft Excel 2010. The correlation coefficient (R2) of 0.86 was obtained indicating that the model could be accepted in predicting the maximum dry density of CCA stabilized soils to facilitate quick decision making in roadworks.

Keywords: Corn cob ash, lateritic soil, stabilization, maximum dry density, moisture content.

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115 Time Series Regression with Meta-Clusters

Authors: Monika Chuchro

Abstract:

This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain subgroups of time series data with normal distribution from the inflow into wastewater treatment plant data, composed of several groups differing by mean value. Two simple algorithms, K-mean and EM, were chosen as a clustering method. The Rand index was used to measure the similarity. After simple meta-clustering, a regression model was performed for each subgroups. The final model was a sum of the subgroups models. The quality of the obtained model was compared with the regression model made using the same explanatory variables, but with no clustering of data. Results were compared using determination coefficient (R2), measure of prediction accuracy- mean absolute percentage error (MAPE) and comparison on a linear chart. Preliminary results allow us to foresee the potential of the presented technique.

Keywords: Clustering, Data analysis, Data mining, Predictive models.

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114 The Entrepreneur's General Personality Traits and Technological Developments

Authors: Bostjan Antoncic

Abstract:

Technological newness and innovativeness are important aspects of small firm development, growth and wealth creation. The contribution of the study to entrepreneurship personality research and to technology-related research in entrepreneurship is that the model of the general personality driven technological development was developed and empirically tested. Hypotheses relating the big five personality factors (OCEAN: openness, conscientiousness, extraversion, agreeableness, and neuroticism) and technological developments were tested by using multiple regression analysis on survey data from a sample of 160 entrepreneurs from Slovenia. The model reveals two personality factors, which are predictive of technological developments: openness (positive impact) and neuroticism (negative impact). In addition, a positive impact of firm age on technological developments was found. Other personality factors (conscientiousness, extraversion and agreeableness) of entrepreneurs may not be considered important for their firm technological developments.

Keywords: Big five factors, entrepreneur, personality, technology development.

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113 A Predictive Rehabilitation Software for Cerebral Palsy Patients

Authors: J. Bouchard, B. Prosperi, G. Bavre, M. Daudé, E. Jeandupeux

Abstract:

Young patients suffering from Cerebral Palsy are facing difficult choices concerning heavy surgeries. Diagnosis settled by surgeons can be complex and on the other hand decision for patient about getting or not such a surgery involves important reflection effort. Proposed software combining prediction for surgeries and post surgery kinematic values, and from 3D model representing the patient is an innovative tool helpful for both patients and medicine professionals. Beginning with analysis and classification of kinematics values from Data Base extracted from gait analysis in 3 separated clusters, it is possible to determine close similarity between patients. Prediction surgery best adapted to improve a patient gait is then determined by operating a suitable preconditioned neural network. Finally, patient 3D modeling based on kinematic values analysis, is animated thanks to post surgery kinematic vectors characterizing the closest patient selected from patients clustering.

Keywords: Cerebral Palsy, Clustering, Crouch Gait, 3-D Modeling.

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112 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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111 A Cost Optimization Model for the Construction of Bored Piles

Authors: Kenneth M. Oba

Abstract:

Adequate management, control, and optimization of cost is an essential element for a successful construction project. A multiple linear regression optimization model was formulated to address the problem of costs associated with pile construction operations. A total of 32 PVC-reinforced concrete piles with diameter of 300 mm, 5.4 m long, were studied during the construction. The soil upon which the piles were installed was mostly silty sand, and completely submerged in water at Bonny, Nigeria. The piles are friction piles installed by boring method, using a piling auger. The volumes of soil removed, the weight of reinforcement cage installed, and volumes of fresh concrete poured into the PVC void were determined. The cost of constructing each pile based on the calculated quantities was determined. A model was derived and subjected to statistical tests using Statistical Package for the Social Sciences (SPSS) software. The model turned out to be adequate, fit, and have a high predictive accuracy with an R2 value of 0.833.

Keywords: Cost optimization modelling, multiple linear models, pile construction, regression models.

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110 Research on Reservoir Lithology Prediction Based on Residual Neural Network and Squeeze-and- Excitation Neural Network

Authors: Li Kewen, Su Zhaoxin, Wang Xingmou, Zhu Jian Bing

Abstract:

Conventional reservoir prediction methods ar not sufficient to explore the implicit relation between seismic attributes, and thus data utilization is low. In order to improve the predictive classification accuracy of reservoir lithology, this paper proposes a deep learning lithology prediction method based on ResNet (Residual Neural Network) and SENet (Squeeze-and-Excitation Neural Network). The neural network model is built and trained by using seismic attribute data and lithology data of Shengli oilfield, and the nonlinear mapping relationship between seismic attribute and lithology marker is established. The experimental results show that this method can significantly improve the classification effect of reservoir lithology, and the classification accuracy is close to 70%. This study can effectively predict the lithology of undrilled area and provide support for exploration and development.

Keywords: Convolutional neural network, lithology, prediction of reservoir lithology, seismic attributes.

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109 Effect of Plasticizer Additives on the Mechanical Properties of Cement Composite – A Molecular Dynamics Analysis

Authors: R. Mohan, V. Jadhav, A. Ahmed, J. Rivas, A. Kelkar

Abstract:

Cementitious materials are an excellent example of a composite material with complex hierarchical features and random features that range from nanometer (nm) to millimeter (mm) scale. Multi-scale modeling of complex material systems requires starting from fundamental building blocks to capture the scale relevant features through associated computational models. In this paper, molecular dynamics (MD) modeling is employed to predict the effect of plasticizer additive on the mechanical properties of key hydrated cement constituent calcium-silicate-hydrate (CSH) at the molecular, nanometer scale level. Due to complexity, still unknown molecular configuration of CSH, a representative configuration widely accepted in the field of mineral Jennite is employed. The effectiveness of the Molecular Dynamics modeling to understand the predictive influence of material chemistry changes based on molecular / nanoscale models is demonstrated.

Keywords: Cement composite, Mechanical Properties, Molecular Dynamics, Plasticizer additives.

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